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All Journal EKSAKTA: Journal of Sciences and Data Analysis Media Statistika MATEMATIKA Bionatura Statistika CAUCHY: Jurnal Matematika Murni dan Aplikasi SEMIRATA 2015 Kubik JURNAL ILMU MANAJEMEN DAN BISNIS Jurnal Matematika Sains dan Teknologi Jurnal Teknik Industri: Jurnal Keilmuan dan Aplikasi Teknik Industri BAREKENG: Jurnal Ilmu Matematika dan Terapan Teorema: Teori dan Riset Matematika International Journal of Supply Chain Management Jambura Journal of Mathematics Komputasi: Jurnal Ilmiah Ilmu Komputer dan Matematika Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP) InPrime: Indonesian Journal Of Pure And Applied Mathematics SMART SPORT KUBIK: Jurnal Publikasi Ilmiah Matematika International Journal of Business, Economics, and Social Development International Journal of Research in Community Services Operations Research: International Conference Series International Journal of Global Operations Research International Journal of Quantitative Research and Modeling International Journal of Ethno-Sciences and Education Research Jurnal Matematika Integratif Mathematical Sciences and Applications Journal International Journal of Technology and Education Research

Sukono .

Department Of Mathematics, Faculty Of Mathematics And Natural Sciences, Universitas Padjadjaran

Author-ID : 390586

Religion Agriculture, Biological Sciences & Forestry Humanities Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Immunology & microbiology Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Materials Science & Nanotechnology Mathematics Mechanical Engineering Physics Social Sciences Transportation Other

Published : 108 Documents Claim Missing Document

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Articles

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ON QUASI NEWTON METHOD FOR SOLVING FUZZY NONLINEAR EQUATIONS Umar A Omesa; Mustafa Mamat; Ibrahim M Sulaiman; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol 1, No 1 (2020)
Publisher : Research Collaboration Community (RCC)

This paper presents Quasi Newton’s (QN) approach for solving fuzzy nonlinear equations. The method considers an approximation of the Jacobian matrix which is updated as the iteration progresses. Numerical illustrations are carried, and the results shows that the proposed method is very encouraging.

Wireless Chaos-Based Communication System: Literature Review Siti Hadiaty Yuningsih; Sudradjat Supian; Sukono Sukono; Subiyanto Subiyanto
International Journal of Quantitative Research and Modeling Vol 2, No 1 (2021)
Publisher : Research Collaboration Community (RCC)

Since the early 1990s, a slew of chaotic-based communication systems have been proposed, all of which take advantage of chaotic waveform properties. The inspiration stems from the substantial benefits that this form of nonlinear signal offers. Many communication schemes and applications have been specifically designed for chaos-based communication systems to achieve this goal, with energy, data rate, and synchronization awareness being taken into account in most designs. However, non-coherent chaos-based systems have recently received a lot of attention in order to take advantage of the benefits of chaotic signals and non-coherent detection while avoiding the use of chaotic synchronization, which has poor performance in the presence of additive noise. This paper provides a thorough examination of all wireless radio frequency chaos-based communication systems. It begins by describing the difficulties of chaos implementations and synchronization processes, then moves on to a thorough literature review and study of chaos-based coherent techniques and their applications.

A COMPARATIVE STUDY OF SOME MODIFICATIONS OF CG METHODS UNDER EXACT LINE SEARCH Yasir Salih; Mustafa Mamat; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol 1, No 1 (2020)
Publisher : Research Collaboration Community (RCC)

Conjugate Gradient (CG) method is a technique used in solving nonlinear unconstrained optimization problems. In this paper, we analysed the performance of two modifications and compared the results with the classical conjugate gradient methods of. These proposed methods possesse global convergence properties for general functions using exact line search. Numerical experiments show that the two modifications are more efficient for the test problems compared to classical CG coefficients.

Laplace Decomposition Method for Solving Fractional Black-Scholes European Option Pricing Equation Abiodun Ezekiel Owoyemi; Ira Sumiati; Endang Rusyaman; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol 1, No 4 (2020)
Publisher : Research Collaboration Community (RCC)

Fractional calculus is related to derivatives and integrals with the order is not an integer. Fractional Black-Scholes partial differential equation to determine the price of European-type call options is an application of fractional calculus in the economic and financial fields. Laplace decomposition method is one of the reliable and effective numerical methods for solving fractional differential equations. Thus, this paper aims to apply the Laplace decomposition method for solving the fractional Black-Scholes equation, where the fractional derivative used is the Caputo sense. Two numerical illustrations are presented in this paper. The results show that the Laplace decomposition method is an efficient, easy and very useful method for finding solutions of fractional Black-Scholes partial differential equations and boundary conditions for European option pricing problems.

Alternative Branching Strategies in the Branch and Bound Algorithm by Using a k-clique covering vertex set for Maximum Clique Problems. Mochamad Suyudi; Asep K Supriatna; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol 1, No 4 (2020)
Publisher : Research Collaboration Community (RCC)

The Maximum clique problem (MCP) is graph theory problem that demand complete subgraf with maximum cardinality (maximum clique) in arbitrary graph. Solving MCP usually use Branch and Bound (BnB) algorithm, in this paper we will show how n + 1 color classes (where n is the difference between upper and lower bound) selected to form k-clique covering vertex set which later used for branching strategy can guarenteed finnding maximum clique.

Estimation of the Extreme Distribution Model of Economic Losses Due to Outbreaks Using the POT Method with Newton Raphson Iteration Riza Adrian Ibrahim; Sukono Sukono; Riaman Riaman
International Journal of Quantitative Research and Modeling Vol 2, No 1 (2021)
Publisher : Research Collaboration Community (RCC)

Extreme distribution is the distribution of a random variable that focuses on determining the probability of small values in the tail areaof the distribution. This distribution is widely used in various fields, one of which is reinsurance. An outbreak catastrophe is non-natural disaster that can pose an extreme risk of economic loss to a country that is exposed to it. To anticipate this risk, the government of a country can insure it to a reinsurance company which is then linkedto bonds in the capital market so that new securities are issued, namely outbreakcatastrophe bonds. In pricing, knowledge of the extreme distribution of economic losses due to outbreak catastrophe is indispensable. Therefore, this study aims to determine the extreme distribution model of economic losses due to outbreak catastrophe whose models will be determined by the approaches and methods of Extreme Value Theory and Peaks Over Threshold, respectively. The threshold value parameter of the model will be estimated by Kurtosis Method, while the other parameters will be estimated with Maximum Likelihood Estimation Method based on Newton-Raphson Iteration. The result of the research obtained is the resulting model of extreme value distribution of economic losses due to outbreak catastrophe that can be used by reinsurance companies as a tool in determining the value of risk in the outbreak catastrophe bonds.

Company Stock Performance Analysis on IDX ESG Leaders Index Using the ARIMA-GARCH Model Hazelino Rafi Pradaswara; Dwi Susanti; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol 3, No 3 (2022)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v3i3.347

Stocks are one of the most popular forms of investment. In investing stocks, it is necessary to know the movement of stock prices and the investment risks that may occur. The purpose of this study is to predict the level of risk, see the characteristics of stock returns, and whether the ESG Risk Rating makes the company's stock performance better. The models used to predict stock returns are Auto Regressive Integrated Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticty (GARCH), and Value at Risk (VaR) is used to predict risk. Based on the research, the potential loss for Bank BCA is IDR29.800.000,00 and Bank Mandiri is IDR33.600.000,00 with the assumption that an investor invests as much as IDR1.000.000.000,00. In addition, Bank BCA has a lower ESG Risk Rating than Bank Mandiri, but has a better performance.

Determining the Price of Fisherman Micro Insurance Premiums Using the Aggregate Risk Model Approach in Cirebon Regency Ratih Kusumadewi; Riaman Riaman; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol 3, No 3 (2022)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v3i3.346

Catastrophe such as hurricanes, heavy rains, and similar occurrence pose serious threats and risks to fishermen's livelihoods as well as losses from damage to their assets. Therefore, it is necessary to have special insurance to protect the fishermen's assets from financial losses due to the risks that can occur, namely Fisherman Micro Insurance. Micro-insurance is an insurance product that is intended for low-income people with features and administration that are simple, easy to obtain, economical prices and immediately in the completion of the provision of compensation. Fisherman's micro insurance guarantees assets in the form of fishing equipment in the occurrence of a risk of an accident causing damage, this insurance product protects against worries without a large premium burden. This study aims to calculate the premium price with an aggregate risk model approach. The data used is data on fisherman’s losses if they did not go to sea which obtained by surveys. The occurrence data follows the Poisson distribution, and the loss data follows the Exponential distribution. Parameter Estimation was carried out using the Maximum Likelihood Estimation. The estimation results from numbers of occurrence and the amount of losses are used to estimate the collective risk model. Estimators of the average and variance of the aggregate risk are used to determine the premium. The results of the premium selection in this study amounted to IDR 153.861.958.00. The premium amount is a collective premium which is the result of a calculation based on the standard deviation principle.

Portfolio Analysis Using the Markowitz Model with Stock Lot Constraints and Target Returns or Without Target Returns Asri Rula Hanifah; Betty Subartini; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol 3, No 4 (2022)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v3i4.358

Stock investment activities are inseparable from returns and risk, so an investor needs expertise to minimize investment risk. One way is by forming an optimal portfolio. The purpose of this research is to determine the number of stock lots in the optimal portfolio. This research analyzes the closing prices of stocks during the research period with the criteria of stocks being listed on the IDX30 index consecutively for 20 periods and belonging to the large cap group (the stock market capitalization exceeds $10 billion). Then the number of stock lots is calculated using the Markowitz model with stock lot constraints and target returns or without target returns. From the selected stocks, an optimal portfolio is formed using Microsoft Excel. Based on the research results, a combination of an optimal portfolio with a target return is ASII: 5, BBCA: 10, BBNI: 23, BBRI: 1, BMRI: 23, TLKM: 93, UNVR: 12, where the risk is 0,000149 and the target expected return is 0,00155. Meanwhile, the optimal portfolio without a target return is ASII: 8, BBCA: 7, BBNI: 32, BBRI: 40, BMRI: 9, TLKM: 62, UNVR: 17, where a risk is 0,000147 and the expected return is 0,00148. This research can be used as a consideration for investors in determining investment portfolios.

The Influence of Operating Cash Flow, Net Income, Depreciation Expenses, and Amortization Expenses on Cash Flow Forecasting at PT. Bank XYZ Aisyah Nurul Aini; Herlina Napitupulu; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol 4, No 3 (2023)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v4i3.496

The cash flow statement is part of a company's financial statements produced in an accounting period that shows the company's cash inflows and outflows. This study aims to analyze the effect of operating cash flow variables, net income, depreciation expense, and amortization expense on forecasting future cash flows. This research uses quantitative research using secondary data with a descriptive approach, which is analyzed using the Multiple Linear Regression method with SPSS assistance. The object used is PT. Bank XYZ for the period January 2019 to February 2023. The results show that operating cash flow affects forecasting future cash flows, net profit does not affect forecasting future cash flows, depreciation expense does not affect forecasting future cash flows, and amortization expense does not affect forecasting future cash flows. However, operating cash flow, net profit, depreciation expense, and amortization expense simultaneously affect the cash flow forecasting results. Based on the forecasting results, which have a MAPE value of 17.43%, it can be concluded that the forecasting results have good forecasting abilities.

Co-Authors Abdul Talib Bon Abiodun Ezekiel Owoyemi Achmad Bachrudin Adhitya Ronnie Effendie, Adhitya Ronnie Agung Prabowo Agung Prabowo Agung Prabowo Agung, Moch Panji Agus Santoso Agus Santoso Agus Sugandha Agustini Tripena Br Surbakti Aisyah Nurul Aini Amalia, Hana Safrina Apipah Jahira, Juwita Asep K Supriatna Asep Saepulrohman Asep Solih Awalluddin, Asep Solih Asri Rula Hanifah Aulia Kirana Aziza Ayu Nurjannah Basuki , Basuki Basuki Bayyinah, Ayyinah Nur Betty Subartini Bimasota Aji Pamungkas bin Mamat, Mustafa Budi Pratikno Candra Budi Wijaya Carissa, Katherine Liora Dara Selvi Mariani Dedy Rosadi Dedy Rosadi DEWI RATNASARI Dewi Ratnasari Dhika Surya Pangestu Diah Chaerani Diah Paramita Amitarwati Diana Ekanurnia Dihna, Elza Rahma Dini Aulia Dwi Susanti Dwi Susanti Dwi Susanti Dwi Susanti Dwi Susanti Eddy Djauhari Edi Kurniadi Ema Carnia Emah Suryamah, Emah Eman Lesmana Endang Rusyaman Endang Soeryana Hasbullah Fasa, Rayyan Al Muddatstsir Febrianty, Popy Firdaus, Muhammad Rayhan Forman Ivana S. S. S. Ghazali, Puspa Liza Grida Saktian Laksito Hadiana, Asep Id Haq, Fadiah Hasna Nadiatul Hasriati Hasriati Hazelino Rafi Pradaswara Herlina Napitupulu Herlina Napitupulu Hidayana, Rizki Apriva Ibrahim M Sulaiman Ihda Hasbiyati Iin Irianingsih Ira Sumiati Ismail Bin Mohd Jumadil Saputra Jumadil Saputra kalfin Kalfin Khairi, M. Ihsan Kusumaningtyas, Valentina Adimurti Labitta, Kirana Fara Laksito, Grida Saktian M. Ihsan Khairi Maraya, Nisrina Salsabila Maulana Malik Ma’mur, Lutfi Praditia Melina Melina Melina Melina, Melina Mochamad Suyudi Mohamad Nurdin, Dadang Muhammad Arief Budiman Muhammad Iqbal Al-Banna Ismail Mustafa Mamat Mustafa Mamat Mustafa Mamat Nabilla, Ulya Nahda Nabiilah Nita Rulianah Noriszura Ismail Norizan Mohamed Novianti, Saqila Novieyanti, Lienda Novinta S, Fujika Novitasari, Ela Nugraha, Dwita Safira Nur Mahmudah Nurdyah, Himda Anataya Nurfadhlina Abdul Halim Nurul Fadilah Okta Yohandoko, Setyo Luthfi Pardede, Ester Priyatna, Yayat Puspa Liza Ghazali Putri, Aulya Putri, Linda Damayanti Putri, Sherina Anugerah Rahman, Rezki Aulia Ramdhania, Tya Shafa Ratih Kusumadewi Rayyan Al Muddatstsir Fasa Riadi, Nadia Putri Riaman Riaman Riaman Riaman Riaman Riaman Riaman Riaman, Riaman Rini Cahyandari Riza Adrian Ibrahim Rosadi, D. - Salamiah, Mia Salih, Yasir Sampath, Sivaperumal Saputra, Jumadil Sianturi, Sri Novi Elizabeth Sisilia Sylviani Siti Sabariah Abas Soeryana Hasbullah Sri Purwani Stanley Pandu Dewanto Subanar - Subanar . Subanar Subanar Subiyanto Subiyanto Sudradjat Supian Sulastri, S Sumiati, Ira Supian, Sudradjat Suroto Suroto Susanto, Sunarta Sutiono Mahdi Sutisna, Sarah Suyudi, Mochamad Suyudi, Mochammad T.P Nababan Tampubolon, Carlos Naek Tua Tika Fauzia Tiswaya, Waway Titi Purwandari Titin Herawati Umar A Omesa Valentina Adimurti Kusumaningtyas Verrany, Maria Jatu Wahid, Alim Jaizul Wan Muhamad Amir W Ahmad Widyani, Azizah Rini Wiliya Wiliya Yasir Salih Yhenis Apriliana Yulianus Brahmantyo Yulison Herry Chrisnanto Yuningsih, Siti Hadiaty Yuyun Hidayat Zahra, Ami Emelia Putri Zinedine Amalia Noor Mauludy Reihan

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